S-shaped nonlinearities in tanh neurons
It should be mentioned that RELU is the current activation function standard. But to answer your question:
The importance here is that it is very common to have normalized your data (e.g. using batch normalization), then the data is centered around 0.

As @DuttaA commented, look at this answer from Cross-Validated: 


  Since data is centered around 0, the derivatives are higher. To see this, calculate the derivative of the tanh function and notice that [output] values are in the range [0,1]. 


And


  The range of the tanh function is [-1,1] and that of the sigmoid function is [0,1] Avoiding bias in the gradients. This is explained very well in the paper, and it is worth reading it to understand these issues.